+538.6%
SONY vs ALM
+7,705.7%
-7,167.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.6% |
| 7D | -1.2% | -2.6% | +1.4% | -1.2% |
| 30D | +9.4% | +32.0% | -22.6% | +9.3% |
| 3M | +10.5% | -15.0% | +25.5% | +10.5% |
| 6M | +11.7% | -10.1% | +21.8% | +11.6% |
| YTD | -4.1% | +99.4% | -103.5% | -4.4% |
| 1Y | -11.8% | +316.4% | -328.1% | -12.4% |
| 3Y | +45.9% | +2,022.0% | -1,976.1% | +43.8% |
| 5Y | +16.3% | +941.2% | -924.9% | +14.8% |
| 10Y | +297.6% | +2,950.3% | -2,652.7% | +289.9% |
| All | +538.6% | +7,705.7% | -7,167.1% | +515.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling